19971 8 107367 2 325313 document 107367 information-15-00449-v2.pdf application/pdf d51f9f8f89e20777470fcff879f68a00 MD5 15454112 2024-09-04 07:45:31 https://pure.iiasa.ac.at/id/eprint/19971/1/information-15-00449-v2.pdf 19971 1 1 application/pdf text en public cc_by_nd_4

information-15-00449-v2.pdf

published 107373 1 325325 document 107373 indexcodes.txt text/x-c ca918fcec5579f834adb0e301a407f8a MD5 10221 2024-09-04 07:53:55 https://pure.iiasa.ac.at/id/eprint/19971/2/indexcodes.txt 19971 2 2 text/x-c other Generate index codes conversion from text to indexcodes en public

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/107367 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/107367 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/107367 107377 2 325329 document 107377 small.jpg image/png 3a4bb450d95e72bc797d8867b54e8740 MD5 1769 2024-09-04 07:55:51 https://pure.iiasa.ac.at/id/eprint/19971/6/small.jpg 19971 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/107367 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/107367 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/107367 archive 353 disk0/00/01/99/71 2024-09-04 07:47:59 2025-03-12 05:01:17 2024-09-04 07:47:59 article show Hassani H. Royer-Carenzi M. Mashhad L.M. Yarmohammadi M. Yeganegi R. 2456 0000-0003-4109-0690 pub ASA CAT autocorrelation function (ACF); time series analysis; white noise; normality tests; Ljung–Box test; Box–Pierce test; ARMA(p,q); residuals In this article, we study the autocorrelation function (ACF), which is a crucial element in time series analysis. We compare the distribution of the ACF, both from a theoretical and empirical point of view. We focus on white noise processes (WN), i.e., uncorrelated, centered, and identically distributed variables, whose ACFs are supposed to be asymptotically independent and converge towards the same normal distribution. But, the study of the sum of the sample ACF contradicts this property. Thus, our findings reveal a deviation of the sample ACF from normality beyond a specific lag. Note that this phenomenon is observed for white noise of varying lengths, and evenforn the residuals of an ARMA( 2024-07-30 published doi:10.3390/info15080449 3692 public Information 15 8 e449 TRUE 2078-2489 no info:eu-repo/semantics/article